+20.7%
RL vs RBA
-3.8%
+24.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.3% | +3.2% | -1.9% | +0.7% |
| 30D | +7.6% | +12.0% | -4.4% | +5.1% |
| 3M | -1.5% | +2.9% | -4.4% | -2.3% |
| 6M | +12.1% | -6.3% | +18.3% | +11.9% |
| YTD | +13.9% | -5.9% | +19.8% | +7.0% |
| 1Y | +20.7% | -3.9% | +24.5% | +12.0% |
| All | +20.7% | -3.8% | +24.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling